Solving high-dimensional eigenvalue problems using deep neural networks: A diffusion Monte Carlo like approach.
Jiequn HanJianfeng LuMo ZhouPublished in: CoRR (2020)
Keyphrases
- monte carlo
- eigenvalue problems
- neural network
- high dimensional
- markov chain
- importance sampling
- monte carlo simulation
- monte carlo methods
- polynomial equations
- markovian decision
- monte carlo tree search
- particle filter
- quasi monte carlo
- genetic algorithm
- temporal difference
- dimensionality reduction
- low dimensional
- adaptive sampling
- bayesian inference
- game playing
- input space
- nearest neighbor
- feature space
- reinforcement learning
- high dimensional data
- maximum likelihood
- machine learning